There's plenty of connections to King's other works in The Dark Tower. Most notably Salem's Lot.
What other connections are there, no matter how big or small?
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All of them. By the end of The Dark Tower, it is revealed that the story takes place
in a vast multiverse, in which every book by Stephen King -- and possibly every story ever told -- is a separate universe linked together at the Dark Tower. So, even Stephen King stories not explicitly linked still take place in the same multiverse, and may even have been written by the Stephen King we meet in the series.
If you're looking for a list of every explicit reference, Wikipedia had a good list going that you can edit, but this has been deleted. I'm leaving that link in just in case someone recreates that page, but otherwise you can read the list on archive.org.